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Wharton School: Finance (Topic)

292,941 Total downloads

Viewing: 1 - 50 of 465 papers

1.

Foreseen Risks

Number of pages: 57 Posted: 12 Jan 2018 Last Revised: 15 Mar 2019
Working Paper Series
The Wharton School, University of Pennsylvania, The Wharton School and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 349
2.

Financial Policymaking in the Context of the Known, the Unknown and the Unknowable

Journal of Financial Perspectives, Vol. 1, No. 3, 2013
Number of pages: 19 Posted: 30 Nov 2017
Accepted Paper Series
University of Pennsylvania - Finance Department
Downloads 10
3.

Optimal Dynamic Capital Requirements

Number of pages: 31 Posted: 14 Nov 2017
Working Paper Series
Bank of Portugal, European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and University of Pennsylvania - The Wharton School
Downloads 67
4.

Making Bankruptcy Work: Living Wills & the Liquidity Challenge (Presentation Slides)

Presentation at conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 12, 2017
Number of pages: 31 Posted: 06 Oct 2017
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 63
5.

Higher Market Thickness Reduces Matching Rate in Online Platforms: Evidence from a Quasi-Experiment

Ross School of Business Paper
Number of pages: 38 Posted: 27 Sep 2017 Last Revised: 25 Oct 2018
Working Paper Series
University of Michigan, Stephen M. Ross School of Business and The Wharton School, University of Pennsylvania
Downloads 308
6.

Simplifying Choices in Defined Contribution Retirement Plan Design: A Case Study

CFS Working Paper, No. 573
Number of pages: 40 Posted: 20 Sep 2017 Last Revised: 18 Jan 2018
Working Paper Series
University of Pennsylvania - Wharton School and University of Pennsylvania - The Wharton School
Downloads 41
7.

Noisy Active Management

Number of pages: 46 Posted: 22 Jun 2017 Last Revised: 25 Jun 2017
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads 223
8.

Understanding the Behavior of Distressed Stocks

Number of pages: 54 Posted: 13 Jun 2017 Last Revised: 23 Feb 2019
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, The Wharton School and University of Minnesota - Carlson School of Management
Downloads 347
9.

When Risk Is Weird: Unexplained Transaction Features Lower Valuations

Management Science, Forthcoming
Number of pages: 24 Posted: 10 Jun 2017 Last Revised: 19 Jun 2017
Accepted Paper Series
Johns Hopkins University - Carey Business School and Ramon Llull University - ESADE Business School
Downloads 84
10.

Design of Macro-Prudential Stress Tests

Simon Business School Working Paper No. FR 17-14, Stanford University Graduate School of Business Research Paper No. 17-41
Number of pages: 75 Posted: 01 Jun 2017 Last Revised: 18 May 2018
Working Paper Series
University of Rochester - Simon Business School, University of Rochester - Simon Business School and Stanford University - Stanford Graduate School of Business
Downloads 288
11.

Capital Misallocation Effect of Financial Repression in Less-Developed Economies

Number of pages: 24 Posted: 22 Mar 2017
Working Paper Series
University of Pennsylvania - The Wharton School and Sharif University of Technology
Downloads 38
12.

In Pursuit of Good & Gold: Data Observations of Employee Ownership & Impact Investment

Seattle University Law Review, Vol. 40, No. 2, 2017, Georgia State University College of Law, Legal Studies Research Paper No. 2017-10
Number of pages: 56 Posted: 10 Mar 2017 Last Revised: 29 Jun 2017
Accepted Paper Series
University of Pennsylvania - The Wharton School, Finance Department, University of Chicago - Booth School of Business, University of Pennsylvania - Finance Department and Georgia State University College of Law
Downloads 162
13.

The EU Sovereign CDS Ban: Asset Pricing and Welfare Implications under Optimal Beliefs

Number of pages: 31 Posted: 07 Mar 2017 Last Revised: 25 Jun 2018
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 53
14.

After the Tide: Commodity Currencies and Global Trade

Carnegie-Rochester Conference Series on Public Policy, Forthcoming
Number of pages: 49 Posted: 06 Mar 2017
Accepted Paper Series
University of Rochester, University of Pennsylvania - The Wharton School and University of Minnesota - Carlson School of Management
Downloads 121
15.

Information Disclosure in Financial Markets

Annual Review of Financial Economics, 2017, 9, 101–125, Rotman School of Management Working Paper No. 2927013,
Number of pages: 38 Posted: 04 Mar 2017 Last Revised: 21 Nov 2017
Accepted Paper Series
University of Pennsylvania - The Wharton School - Finance Department and University of Toronto - Rotman School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 728
16.

Disclosure Dynamics and Investor Learning

Number of pages: 73 Posted: 14 Feb 2017
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads 333
17.

Mutual Funds in Equilibrium

Stanford University Graduate School of Business Research Paper No. 17-13
Number of pages: 29 Posted: 10 Feb 2017 Last Revised: 18 Jul 2017
Working Paper Series
Stanford Graduate School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 691
18.

Cascades and Fluctuations in an Economy with an Endogenous Production Network

Number of pages: 46 Posted: 03 Feb 2017 Last Revised: 03 Jul 2017
Working Paper Series
Cornell University - Department of Economics
Downloads 90
19.

Liquidity Risk and Bank Stock Returns

Number of pages: 44 Posted: 02 Feb 2017 Last Revised: 10 Mar 2018
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and Southern Methodist University (SMU) - Finance Department
Downloads 360
20.

Corporate Debt Choice and Bank Capital Regulation

Number of pages: 52 Posted: 19 Dec 2016 Last Revised: 23 Nov 2018
Working Paper Series
University of Pennsylvania, The Wharton School
Downloads 182
21.

Labor Mobility and Productivity: Evidence from Finance

Number of pages: 48 Posted: 16 Dec 2016 Last Revised: 24 Jan 2017
Working Paper Series
Analysis Group and Washington University, Saint Louis - John M. Olin School of Business
Downloads 97
22.

Equilibrium Asset Pricing with Leverage and Default

The Wharton School Research Paper No. 92
Number of pages: 57 Posted: 10 May 2016
Working Paper Series
The Wharton School
Downloads 87
23.

Financing Firms in India

World Bank Policy Research Working Paper No. 3975
Number of pages: 67 Posted: 20 Apr 2016
Working Paper Series
Imperial College London, OP Jindal Global University, Independent, Fanhai International School of Finance, Fudan University and Australian National University (ANU) - College of Business and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 465
24.

Disaster Risk and its Implications for Asset Pricing

The Wharton School Research Paper No. 77
Number of pages: 61 Posted: 28 Jan 2015
Working Paper Series
University of Oxford - Department of Economics and University of Pennsylvania - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 42
25.

Option Prices in a Model with Stochastic Disaster Risk

The Wharton School Research Paper No. 76
Number of pages: 67 Posted: 26 Jan 2015 Last Revised: 22 Nov 2017
Working Paper Series
University of Houston - C.T. Bauer College of Business and University of Pennsylvania - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 432
26.

Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility

The Wharton School Research Paper No. 73
Number of pages: 83 Posted: 22 Dec 2014 Last Revised: 22 Nov 2017
Working Paper Series
University of Southern California - Marshall School of Business and University of Pennsylvania - Finance Department
Downloads 575
27.

A Positive Theory of Economic Growth and the Distrbution of Income

The Wharton School Research Paper No. 67
Number of pages: 29 Posted: 27 Jul 2014
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 30
28.

A Positive Theory of Economic Growth and the Distrbution of Income

The Wharton School Research Paper No. 67
Number of pages: 29 Posted: 24 Jul 2014
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 112
29.

A Positive Theory of Economic Growth and the Distrbution of Income

The Wharton School Research Paper No. 67
Number of pages: 29 Posted: 23 Jul 2014
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania - The Wharton School

Multiple version iconThere are 3 versions of this paper

Downloads 31
30.

Maximum Likelihood Estimation of the Equity Premium

The Wharton School Research Paper No. 57
Number of pages: 69 Posted: 30 May 2014 Last Revised: 04 Oct 2016
Working Paper Series
University of Alberta - Department of Finance and Statistical Analysis and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 387
31.

Rare Booms and Disasters in a Multi-Sector Endowment Economy

The Wharton School Research Paper No. 43
Number of pages: 87 Posted: 29 Jan 2014
Working Paper Series
University of Oxford - Department of Economics and University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 22
32.

Maximum Likelihood Estimation of the Equity Premium

The Wharton School Research Paper No. 54
Number of pages: 48 Posted: 23 Nov 2013
Working Paper Series
University of Alberta - Department of Finance and Statistical Analysis and University of Pennsylvania - Finance Department
Downloads 73
33.

Option Prices in a Model with Stochastic Disaster Risk

The Wharton School Research Paper No. 55
Number of pages: 71 Posted: 22 Oct 2013
Working Paper Series
University of Houston - C.T. Bauer College of Business and University of Pennsylvania - Finance Department

Multiple version iconThere are 3 versions of this paper

Downloads 61
34.

Investment without Q

The Wharton School Research Paper No. 41
Number of pages: 31 Posted: 24 Jul 2013 Last Revised: 10 May 2016
Working Paper Series
The Wharton School, University of Pennsylvania and The Wharton School
Downloads 301
35.

A Non-Linear Macroeconomic Term Structure Model

The Wharton School Research Paper No. 53
Number of pages: 52 Posted: 18 Jun 2013
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads 215
36.

Sticky Leverage

The Wharton School Research Paper No. 52
Number of pages: 44 Posted: 29 May 2013 Last Revised: 11 May 2016
Working Paper Series
The Wharton School, University of Pennsylvania - Finance Department and Duke University - The Fuqua School of Business
Downloads 236
37.

External Financing and the Reallocation of Capital Over the Business Cycle: Measurement and Theory

The Wharton School Research Paper No. 49
Number of pages: 67 Posted: 15 Jan 2013
Working Paper Series
University of Pennsylvania - Finance Department and University of Minnesota - Twin Cities - Department of Economics
Downloads 68
38.

When is a Risky Asset 'Urgently Needed'?

Forthcoming, American Economic Journal: Microeconomics
Number of pages: 30 Posted: 12 Oct 2012 Last Revised: 30 Jul 2013
Accepted Paper Series
University of Zurich, Columbia Business School - Finance and Economics and Fudan University - School of Economics
Downloads 67
39.

Equilibrium Credit Spreads and the Macroeconomy

The Wharton School Research Paper No. 42
Number of pages: 46 Posted: 06 Jun 2012
Working Paper Series
The Wharton School and Duke University - The Fuqua School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 241
40.

Soft Shareholder Activism

Review of Financial Studies, Forthcoming
Number of pages: 47 Posted: 08 Dec 2011 Last Revised: 21 Sep 2018
Accepted Paper Series
University of Pennsylvania - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 861
41.

The Initial Public Offering of the Industrial and Commercial Bank of China (ICBC)

Number of pages: 39 Posted: 29 Nov 2011
Working Paper Series
Cornell University - Department of Finance, Imperial College London, Fanhai International School of Finance, Fudan University and Securities and Exchange Commission (SEC)
Downloads 227
42.

Compensating Financial Experts

Journal of Finance, Forthcoming
Number of pages: 36 Posted: 29 Nov 2011 Last Revised: 16 Oct 2017
Accepted Paper Series
University of Pennsylvania - The Wharton School and University of Texas-Austin
Downloads 516
43.

Securitization and Capital Structure in Nonfinancial Firms: An Empirical Investigation

Journal of Finance, 69(4) 1787-1825, August 2014
Number of pages: 89 Posted: 25 Nov 2011 Last Revised: 02 Feb 2018
Accepted Paper Series
University of Utah - Department of Finance, Guanghua School of Management, Peking University, Deakin University - Faculty of Business and Law and Drexel University - Department of Finance
Downloads 600
44.

A Theory of Reverse Asset Substitution

Number of pages: 41 Posted: 20 Nov 2011 Last Revised: 01 Dec 2012
Working Paper Series
Imperial College London and University of Miami
Downloads 143
45.

Trends in Financial Innovation and Their Welfare Impact: An Overview

Number of pages: 37 Posted: 14 Nov 2011
Working Paper Series
Imperial College London

Multiple version iconThere are 3 versions of this paper

Downloads 190
46.

Contracting with Synergies

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 320/2011
Number of pages: 55 Posted: 13 Nov 2011 Last Revised: 23 Oct 2018
Working Paper Series
London Business School - Institute of Finance and Accounting, University of Pennsylvania - The Wharton School - Finance Department and University of Pennsylvania, The Wharton School, Finance Department

Multiple version iconThere are 4 versions of this paper

Downloads 380
47.

Asset Commonality, Debt Maturity and Systemic Risk

Number of pages: 50 Posted: 05 Nov 2011
Working Paper Series
Imperial College London, Federal Reserve Bank of Chicago and Bocconi University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 109
48.

Activist Arbitrage: A Study of Open-Ending Attempts of Closed-End Funds

Journal of Financial Economics, Vol. 95, No. 1, pp. 1-19, 2008
Number of pages: 43 Posted: 22 Oct 2011
Accepted Paper Series
Duke University - Fuqua School of Business, Duke University - Fuqua School of Business, University of Pennsylvania - The Wharton School - Finance Department and Columbia Business School - Finance and Economics
Downloads 110
49.

China’s Financial System: Opportunities and Challenges

Number of pages: 83 Posted: 17 Oct 2011
Working Paper Series
Imperial College London, Fanhai International School of Finance, Fudan University, University of Pennsylvania - The Wharton School and Securities and Exchange Commission (SEC)

Multiple version iconThere are 2 versions of this paper

Downloads 376
50.

Information Diversity and Complementarities in Trading and Information Acquisition

Journal of Finance, 2015, 70(4): 1723-1765, Rotman School of Management Working Paper No. 1909501
Number of pages: 98 Posted: 16 Aug 2011 Last Revised: 26 Feb 2016
Accepted Paper Series
University of Pennsylvania - The Wharton School - Finance Department and University of Toronto - Rotman School of Management
Downloads 635